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- Date of Publication Type Pricing and hedging options in normal tempered stable process with 4/2 stochastic volatility 2022-03-21 Paper...10 bytes (16 words) - 14:46, 28 January 2024
- Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility 2014-10-31 Paper...10 bytes (16 words) - 10:05, 6 October 2023
- densities 2023-08-31 Paper Pricing and hedging options in normal tempered stable process with 4/2 stochastic volatility 2022-03-21 Paper The valid regions...10 bytes (17 words) - 08:58, 6 October 2023
- option prices under the normal tempered stable model 2022-08-01 Paper Pricing and hedging options in normal tempered stable process with 4/2 stochastic volatility...10 bytes (17 words) - 22:07, 9 December 2023
- Paper Stable Lévy process delayed by tempered stable subordinator 2019-02-20 Paper Stable continuous-time autoregressive process driven by stable subordinator...10 bytes (16 words) - 23:59, 11 December 2023
- Exponential stock models driven by tempered stable processes 2014-06-04 Paper Tempered stable distributions and processes 2014-04-28 Paper Foundations of...10 bytes (16 words) - 02:14, 10 December 2023
- Paper Pricing foreign equity option under stochastic volatility tempered stable Lévy processes 2022-06-20 Paper Non-Gaussian VARMA model with stochastic volatility...10 bytes (17 words) - 17:56, 13 December 2023
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes 2022-11-15 Paper Exact simulation of normal tempered stable processes of OU type with applications...10 bytes (16 words) - 10:03, 6 October 2023
- models driven by tempered stable processes 2014-06-04 Paper Tempered stable distributions and processes 2014-04-28 Paper Tempered stable distributions and...10 bytes (17 words) - 22:32, 8 December 2023
- Paper Tempering stable processes 2007-06-08 Paper Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable...10 bytes (16 words) - 21:56, 8 December 2023
- Type Pricing foreign equity option under stochastic volatility tempered stable Lévy processes 2022-06-20 Paper Non-Gaussian VARMA model with stochastic volatility...10 bytes (17 words) - 17:56, 13 December 2023
- Monte Carlo scheme for additive processes and option pricing 2023-08-22 Paper Additive normal tempered stable processes for equity derivatives and power-law...10 bytes (16 words) - 21:37, 26 December 2023
- Monte Carlo scheme for additive processes and option pricing 2023-08-22 Paper Additive normal tempered stable processes for equity derivatives and power-law...10 bytes (16 words) - 08:53, 9 December 2023
- algorithm for the extrema of tempered stable processes 2024-02-20 Paper Convex minorants and the fluctuation theory of L\'evy processes 2022-08-02 Paper Geometrically...10 bytes (20 words) - 21:39, 26 December 2023
- Random Variables 2015-08-17 Paper Numerical Methods for SPDEs with Tempered Stable Processes 2015-06-10 Paper Adaptive multi-element polynomial chaos with discrete...10 bytes (16 words) - 03:18, 25 September 2023
- simulation of Ornstein–Uhlenbeck tempered stable processes 2021-06-28 Paper Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero‐coupon...10 bytes (17 words) - 22:28, 9 December 2023
- simulation of Ornstein–Uhlenbeck tempered stable processes 2021-06-28 Paper Efficient simulation of Lévy-driven point processes 2019-12-09 Paper Moments of...10 bytes (16 words) - 16:55, 24 September 2023
- large scale behavior of infinitely divisible processes 2012-12-04 Paper Generalized tempered stable processes 2011-03-21 Paper Gas turbulence modulation...10 bytes (18 words) - 18:21, 6 October 2023
- 2011-03-14 Paper On simulation of tempered stable random variates 2011-03-09 Paper On simulation of tempered stable random variates 2011-02-01 Paper An...10 bytes (17 words) - 12:23, 11 December 2023
- version of the alternative fractional Poisson process 2017-12-22 Paper On fractional tempered stable processes and their governing differential equations...10 bytes (16 words) - 04:08, 9 December 2023
